+28.1%
IYR vs CBOE
+93.5%
-65.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -2.8% | -3.7% | +0.9% | -2.6% |
| 30D | -2.5% | +2.0% | -4.5% | -2.7% |
| 3M | -3.0% | -4.2% | +1.3% | -2.7% |
| 6M | +1.6% | +1.2% | +0.5% | +1.2% |
| YTD | +7.3% | +15.4% | -8.1% | +5.7% |
| 1Y | +5.6% | +23.5% | -17.9% | +3.4% |
| All | +28.1% | +93.5% | -65.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling